Long range dependence in an emerging stock market’s sectors: volatility modelling and VaR forecasting
Author:
Affiliation:
1. Department of Finance and Economics, College of Business and Economics, Qatar University, Doha, Qatar
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2017.1403559
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1. A comprehensive review of Value at Risk methodologies
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